Maximum-Stopping-Value Policies in Finite Markov Population Decision Chains
DOI10.1287/moor.2013.0638zbMath1325.60060OpenAlexW2164288082MaRDI QIDQ5244857
Arthur F. jun. Veinott, B. Curtis Eaves
Publication date: 31 March 2015
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2013.0638
infinite horizonlinear programmingsuccessive approximationspolicy improvementleast fixed pointsoptimal return operatorMarkov population decision chainsfinite state and actionstationary optimal stopping policies
Computational methods in Markov chains (60J22) Linear programming (90C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
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